-22.0%
VST vs QBTS
-62.5%
+40.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | +6.6% | -10.5% | +17.1% | +8.5% |
| 30D | -12.4% | -20.5% | +8.2% | -9.5% |
| 3M | -9.0% | -54.3% | +45.3% | +0.7% |
| 6M | -6.4% | -55.4% | +49.0% | +1.6% |
| YTD | -17.2% | -63.4% | +46.3% | -9.4% |
| 1Y | -22.0% | -59.1% | +37.1% | -18.9% |
| All | -22.0% | -62.5% | +40.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling